## A Constraint Dissolving Approach for Nonsmooth Optimization over the Stiefel Manifold

This paper focus on the minimization of a possibly nonsmooth objective function over the Stiefel manifold. The existing approaches either lack efficiency or can only tackle prox-friendly objective functions. We propose a constraint dissolving function named NCDF and show that it has the same first-order stationary points and local minimizers as the original problem in … Read more

## Multipliers Correction Methods for Optimization Problems over the Stiefel Manifold

We propose a class of multipliers correction methods to minimize a differentiable function over the Stiefel manifold. The proposed methods combine a function value reduction step with a proximal correction step. The former one searches along an arbitrary descent direction in the Euclidean space instead of a vector in the tangent space of the Stiefel … Read more

## Vector Transport-Free SVRG with General Retraction for Riemannian Optimization: Complexity Analysis and Practical Implementation

In this paper, we propose a vector transport-free stochastic variance reduced gradient (SVRG) method with general retraction for empirical risk minimization over Riemannian manifold. Existing SVRG methods on manifold usually consider a specific retraction operation, and involve additional computational costs such as parallel transport or vector transport. The vector transport-free SVRG with general retraction we … Read more

## Adaptive Regularized Self-Consistent Field Iteration with Exact Hessian for Electronic Structure Calculation

The self-consistent field (SCF) iteration has been used ubiquitously for solving the Kohn-Sham (KS) equation or the minimization of the KS total energy functional with respect to orthogonality constraints in electronic structure calculations. Although SCF with heuristics such as charge mixing often works remarkably well on many problems, it is well known that its convergence … Read more

## Improved Approximation Bound for Quadratic Optimization Problems with Orthogonality Constraints

In this paper we consider approximation algorithms for a class of quadratic optimization problems that contain orthogonality constraints, i.e. constraints of the form $X^TX=I$, where $X \in {\mathbb R}^{m \times n}$ is the optimization variable. Such class of problems, which we denote by (QP-OC), is quite general and captures several well–studied problems in the literature … Read more

## Sums of Random Symmetric Matrices and Applications

Let B_i be deterministic symmetric m\times m matrices, and \xi_i be independent random scalars with zero mean and “of order of one” (e.g., \xi_i are Gaussian with zero mean and unit standard deviation). We are interested in conditions for the “typical norm” of the random matrix S_N = \xi_1B_1+…+\xi_NB_N to be of order of 1. … Read more